{"title":"Reaksi Pasar Saham Jakarta Islamic Index Sebelum dan Sesudah Pengumuman Kabinet Indonesia Maju","authors":"Tony Seno Aji, Arinta Fitriana","doi":"10.33752/jies.v3i1.522","DOIUrl":null,"url":null,"abstract":"The purpose of this study was to determine the significant differences in the TVA(trading volume activity) and AR(abnormal return) on the JII stock for the observation period before and after the announcement of Indonesia Maju Cabinet 2019. The data in this study were secondary data obtained from Indonesia Stock Exchange(IDX) and Yahoo Finance with event windows of 2 days before and 2 days after the announcement. Data processing in this study used paired sample t test and Wilcoxon signed rank test with the Shapiro Wilk test as a requirement to determine the normality point of the data distribution. The study results indicated that there were a disvergence in TVA and there was no significant disvergence in AR before and after the announcement of Indonesia Maju Cabinet 2019 which represents the market reaction to the event when viewed from trading activity and stock prices.\n Keywords: Trading Volume Activity, Abnormal Return, Jakarta Islamic Index","PeriodicalId":202644,"journal":{"name":"JIES : Journal of Islamic Economics Studies","volume":"185 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"JIES : Journal of Islamic Economics Studies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.33752/jies.v3i1.522","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Reaksi Pasar Saham Jakarta Islamic Index Sebelum dan Sesudah Pengumuman Kabinet Indonesia Maju
The purpose of this study was to determine the significant differences in the TVA(trading volume activity) and AR(abnormal return) on the JII stock for the observation period before and after the announcement of Indonesia Maju Cabinet 2019. The data in this study were secondary data obtained from Indonesia Stock Exchange(IDX) and Yahoo Finance with event windows of 2 days before and 2 days after the announcement. Data processing in this study used paired sample t test and Wilcoxon signed rank test with the Shapiro Wilk test as a requirement to determine the normality point of the data distribution. The study results indicated that there were a disvergence in TVA and there was no significant disvergence in AR before and after the announcement of Indonesia Maju Cabinet 2019 which represents the market reaction to the event when viewed from trading activity and stock prices.
Keywords: Trading Volume Activity, Abnormal Return, Jakarta Islamic Index
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